scientific article; zbMATH DE number 796442

MaRDI QIDQ4845600zbMATH OpenFDO

Authors Ludger Rüschendorf, Svetlozar T. Rachev

Publication date 20 February 1996

zbMATH Keywords

market of securitiesvalue of options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Microeconomic theory (price theory and economic markets) (91B24)

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